Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 559'704 CHF | 188'068 CHF | 99.38% | 99.38% |
12.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 560'459 CHF | 188'320 CHF | 99.38% | 99.38% |
11.07.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 548'633 CHF | 184'378 CHF | 99.37% | 99.37% |
10.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 555'752 CHF | 186'751 CHF | 99.37% | 99.37% |
09.07.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 579'837 CHF | 194'779 CHF | 99.38% | 99.38% |
08.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 572'767 CHF | 192'422 CHF | 99.38% | 99.38% |
05.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 576'743 CHF | 193'748 CHF | 99.38% | 99.38% |
04.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 553'640 CHF | 186'047 CHF | 98.58% | 98.58% |
03.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 542'086 CHF | 182'195 CHF | 99.38% | 99.38% |
02.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 457'245 CHF | 153'915 CHF | 99.37% | 99.37% |